-43.6%
ZS vs WAT
+33.2%
-76.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -13.7% | +0.7% | -14.4% | -13.9% |
| 30D | -14.2% | +9.0% | -23.1% | -17.1% |
| 3M | +8.5% | +13.5% | -4.9% | +3.1% |
| 6M | +30.2% | +35.3% | -5.1% | +14.4% |
| YTD | -13.8% | +24.0% | -37.8% | -22.4% |
| 1Y | -41.5% | +22.0% | -63.5% | -46.9% |
| 3Y | +10.7% | +84.0% | -73.3% | -26.9% |
| 5Y | -43.6% | +34.4% | -78.0% | -51.9% |
| All | -43.6% | +33.2% | -76.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling